goldenChart/backend/src/test/java/com/goldenchart/service/RsiThresholdCrossSignalTest.java

package com.goldenchart.service;

import com.fasterxml.jackson.databind.JsonNode;
import com.fasterxml.jackson.databind.ObjectMapper;
import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.Test;
import org.ta4j.core.BarSeries;
import org.ta4j.core.BaseBarSeriesBuilder;
import org.ta4j.core.Rule;
import org.ta4j.core.bars.TimeBarBuilderFactory;
import org.ta4j.core.num.DoubleNumFactory;

import java.time.Duration;
import java.time.Instant;
import java.util.List;
import java.util.Map;

import static org.junit.jupiter.api.Assertions.assertEquals;

/**
 * RSI CROSS_UP — HL_MID(중앙선) vs K_50(직접입력) 동일 임계값 시그널 일치.
 */
class RsiThresholdCrossSignalTest {

    private static final ObjectMapper MAPPER = new ObjectMapper();
    private StrategyDslToTa4jAdapter adapter;
    private BarSeries series;

    @BeforeEach
    void setUp() {
        adapter = new StrategyDslToTa4jAdapter();
        series = buildOscillatingSeries(200);
    }

    @Test
    void rsiCrossUp_hlMid_equalsK50Override() throws Exception {
        assertSignalHitsEqual(
                """
                {
                  "indicatorType": "RSI",
                  "conditionType": "CROSS_UP",
                  "leftField": "RSI_VALUE_9",
                  "rightField": "HL_MID",
                  "period": 9,
                  "valuePeriodOverride": true,
                  "thresholdOverride": false,
                  "candleRange": 1
                }
                """,
                """
                {
                  "indicatorType": "RSI",
                  "conditionType": "CROSS_UP",
                  "leftField": "RSI_VALUE_9",
                  "rightField": "K_50",
                  "period": 9,
                  "valuePeriodOverride": true,
                  "thresholdOverride": true,
                  "targetValue": 50,
                  "candleRange": 1
                }
                """);
    }

    @Test
    void rsiCrossUp_hlMid_equalsK50WithoutOverride() throws Exception {
        assertSignalHitsEqual(
                """
                {
                  "indicatorType": "RSI",
                  "conditionType": "CROSS_UP",
                  "leftField": "RSI_VALUE_9",
                  "rightField": "HL_MID",
                  "period": 9,
                  "valuePeriodOverride": true,
                  "candleRange": 1
                }
                """,
                """
                {
                  "indicatorType": "RSI",
                  "conditionType": "CROSS_UP",
                  "leftField": "RSI_VALUE_9",
                  "rightField": "K_50",
                  "period": 9,
                  "valuePeriodOverride": true,
                  "candleRange": 1
                }
                """);
    }

    private void assertSignalHitsEqual(String condA, String condB) throws Exception {
        Map<String, Map<String, Object>> indicatorParams = Map.of(
                "RSI", Map.of("length", 9, "maLength", 3, "maType", "SMA", "src", "close"));
        Map<String, Map<String, Object>> visual = Map.of(
                "RSI", Map.of("hlines", List.of(
                        Map.of("label", "과열선", "price", 70),
                        Map.of("label", "중앙선", "price", 50),
                        Map.of("label", "침체선", "price", 30))));

        List<Integer> hitsA = scanHits(condA, indicatorParams, visual);
        List<Integer> hitsB = scanHits(condB, indicatorParams, visual);
        assertEquals(hitsA, hitsB,
                "HL_MID and K_50 should produce identical CROSS_UP bars, A=" + hitsA.size() + " B=" + hitsB.size());
    }

    private List<Integer> scanHits(String condJson,
                                   Map<String, Map<String, Object>> indicatorParams,
                                   Map<String, Map<String, Object>> visual) throws Exception {
        JsonNode buyDsl = MAPPER.readTree("""
            {
              "type": "TIMEFRAME",
              "candleTypes": ["3m"],
              "candleType": "3m",
              "children": [{
                "type": "CONDITION",
                "condition": %s
              }]
            }
            """.formatted(condJson.trim()));

        StrategyDslToTa4jAdapter.RuleBuildContext ctx =
                new StrategyDslToTa4jAdapter.RuleBuildContext(
                        series, indicatorParams, visual, null, null, false, Map.of());
        Rule rule = adapter.toRule(buyDsl, ctx);

        java.util.ArrayList<Integer> hits = new java.util.ArrayList<>();
        for (int i = series.getBeginIndex(); i <= series.getEndIndex(); i++) {
            if (rule.isSatisfied(i, null)) hits.add(i);
        }
        return hits;
    }

    private static BarSeries buildOscillatingSeries(int count) {
        Duration period = Duration.ofMinutes(3);
        BarSeries s = new BaseBarSeriesBuilder()
                .withName("test")
                .withBarBuilderFactory(new TimeBarBuilderFactory())
                .withNumFactory(DoubleNumFactory.getInstance())
                .build();
        TimeBarBuilderFactory factory = new TimeBarBuilderFactory();
        Instant t = Instant.parse("2024-01-01T00:00:00Z");
        double price = 100;
        for (int i = 0; i < count; i++) {
            double swing = Math.sin(i * 0.15) * 8 + Math.sin(i * 0.04) * 4;
            price = 100 + swing + (i * 0.02);
            double o = price - 0.5;
            double h = price + 1.5;
            double l = price - 1.5;
            double c = price;
            factory.createBarBuilder(s)
                    .timePeriod(period)
                    .endTime(t.plus(period))
                    .openPrice(o).highPrice(h).lowPrice(l).closePrice(c)
                    .volume(1000)
                    .add();
            t = t.plus(period);
        }
        return s;
    }
}